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Markov decision chains in discrete- and continuous-time; a unified approach
In this note we consider Markov decision chains with finite state space in discrete- and continuous-time setting for discounting and averaging optimality criteria. Connections between discounted and averaging optimality...
AH - Ekonomie
- 2010 •
- D
Rok uplatnění
D - Stať ve sborníku
Risk Sensitive Discrete- and Continuous -Time Markov Reward Processes
In this note we consider risk sensitive Markov reward processes with finite state space in discrete- and continuous-time setting. Explicit formulas for the growth rate and average reward optimality are obtained and connecti...
BC - Teorie a systémy řízení
- 2008 •
- D
Rok uplatnění
D - Stať ve sborníku
On Nonlinear Continuous-time Optimal Control of Penicillin Cultivation
This paper presents continuous-time optimal control of penicillin production maximizing penicillin concentration at chosen final time. First, control input of continuous time reducing the number o...
BC - Teorie a systémy řízení
- 2013 •
- D
Rok uplatnění
D - Stať ve sborníku
Continuous-Time Stochastic Games with Time-Bounded Reachability
We study continuous-time stochastic games with time-bounded reachability probability), and we classify the conditions under which optimal strategies exist. Finally, weshow how to compute optimal strategies...
IN - Informatika
- 2009 •
- D
Rok uplatnění
D - Stať ve sborníku
Continuous-Time Stochastic Games with Time-Bounded Reachability
We study continuous-time stochastic games with time-bounded reachability objectives and time-abstract strategies. We show that each vertex in such a game has optimal strategies exist. Further, we show how ...
IN - Informatika
- 2013 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Výsledek na webu
Ramsey Growth Model in Discrete and Continuous-Time Setting
In this note, we consider Ramsey growth model in discrete and continuous-time setting. Methods suitable for finding optimal decision are discussed and the corresponding results are compared for the continuous and d...
AH - Ekonomie
- 2010 •
- D
Rok uplatnění
D - Stať ve sborníku
On Nonlinear Continuous-time Optimal Control of Penicillin Cultivation
This paper presents continuous-time optimal control of penicillin production maximizing penicillin concentration at chosen final time. First, control input of continuous time reducing the number o...
BC - Teorie a systémy řízení
- 2013 •
- D
Rok uplatnění
D - Stať ve sborníku
Equillibrium asset prices in a continuous time portfolio optimization model with decentralized dealership markets.
The paper defines a model of asset prices in an economy with decentralized dealership markets for every traded security. The economy is analyzed in continuous time with diffusion uncertainty, and the dealers solve investment and act...
AH - Ekonomie
- 2001 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Exponential Transients in Continuous-Time Symmetric Hopfield Nets.
We establish a fundamental result in the theory of continuosu-time neural computation, by showing that so called continuous-time symmetric Hopfield nets, whose asymptotic convergence is always guaranteed by the existence of...
BA - Obecná matematika
- 2001 •
- D
Rok uplatnění
D - Stať ve sborníku
Optimal state estimation of singular stochastic systems
in case of stochastic system with singular uncertainty in the continuous-time domain, the original problem into the discrete-time domain whereupon the optimal discrete-time Kalman filter can be designed. ...
BC - Teorie a systémy řízení
- 2002 •
- D
Rok uplatnění
D - Stať ve sborníku
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